-24.7%
APP vs BMNR
+241.8%
-266.4%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.8% | -1.9% | -2.7% |
| 7D | +0.1% | +6.0% | -5.9% | 0.0% |
| 30D | -10.0% | +31.6% | -41.6% | -10.3% |
| 3M | -44.6% | +47.0% | -91.7% | -44.9% |
| 6M | -37.9% | +31.2% | -69.1% | -38.1% |
| YTD | -53.7% | -8.8% | -44.9% | -53.8% |
| 1Y | -43.0% | -43.4% | +0.5% | -42.9% |
| All | -24.7% | +241.8% | -266.4% | -29.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BMNR.
Daily Out/Under-Performance
Portfolio return minus BMNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BMNR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded BMNR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling